Anic Equity¶

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Total return since start: 0.607 %¶

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Equity now: -----------------------------> 49091.99 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43174.6 Kr¶

PnL: ---------------------------------------> -1700.98 Kr¶

DD now: ---------------------------------> -7.583 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 13:33:01.029435'

Anic Portfolio¶

This Week¶

Return: -3.285 %¶

Total portfolio value¶

Return including deposits: 60.689 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.460000 1509.650000 86.650000 6.090000 1423.000014
Hennes & Mauritz B 6 0.480000 921.360000 9.360000 1.030000 912.000000
Nederman Holding 1 0.000000 206.000000 7.000000 3.520000 199.000000
JM 7 2.330000 952.700000 2.700000 0.280000 950.000002
Atrium Ljungberg B 5 -0.610000 898.000000 -6.000000 -0.660000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
Eastnine 6 -1.280000 646.800000 -10.200000 -1.550000 657.000000
Creaspac SPAC 40 0.100000 3820.000000 -14.000000 -0.370000 3834.000000
ASSA ABLOY B 4 -1.090000 978.000000 -15.000000 -1.510000 993.000000
BioGaia B 8 -1.420000 888.000000 -16.000000 -1.770000 904.000000
Biotage 1 -1.390000 131.150000 -17.850000 -11.980000 149.000000
OX2 12 -0.470000 886.800000 -22.200000 -2.440000 909.000000
AcadeMedia 20 -1.900000 947.600000 -30.400000 -3.110000 978.000000
Investor B 3 -0.310000 626.850000 -31.150000 -4.730000 657.999999
Bufab 3 -1.470000 1042.800000 -33.200000 -3.090000 1076.000001
Alimak Group 12 -1.100000 972.000000 -35.000000 -3.480000 1007.000004
Vitec Software Group B 2 -0.650000 1069.000000 -35.000000 -3.170000 1104.000000
Sandvik 4 -1.120000 812.800000 -35.200000 -4.150000 848.000000
Vitrolife 3 -2.640000 640.800000 -36.200000 -5.350000 677.000001
Latour B 4 -1.300000 818.800000 -37.200000 -4.350000 856.000000
Platzer Fastigheter Holding B 12 0.130000 910.800000 -40.200000 -4.230000 951.000000
Byggmax Group 33 -1.060000 924.660000 -42.340000 -4.380000 966.999990
Hoist Finance 36 -1.280000 968.400000 -42.600000 -4.210000 1010.999988
Hexatronic Group 15 -1.330000 1027.500000 -43.500000 -4.060000 1071.000000
Addnode Group B 7 -1.360000 861.000000 -44.000000 -4.860000 904.999998
Sagax B 4 -1.730000 840.800000 -44.200000 -4.990000 885.000000
SKF B 5 -1.110000 934.000000 -46.000000 -4.690000 980.000000
Sagax A 4 -0.940000 840.000000 -46.000000 -5.190000 886.000000
EQT 4 -0.140000 826.400000 -46.600000 -5.340000 873.000000
Catena 2 -0.470000 759.200000 -46.800000 -5.810000 806.000000
Gränges 10 -2.700000 991.500000 -47.500000 -4.570000 1039.000000
INVISIO 15 -1.470000 3517.500000 -54.500000 -1.530000 3571.999995
HEXPOL B 8 -0.450000 883.200000 -73.800000 -7.710000 957.000000
Orrön Energy 170 -1.380000 1948.200000 -97.800000 -4.780000 2045.999980
Hexagon B 26 -1.320000 3294.200000 -125.800000 -3.680000 3420.000012
VEF 788 -0.980000 1750.940000 -152.060000 -7.990000 1903.000300
Sedana Medical 93 -0.580000 2546.340000 -437.240000 -14.650000 2983.577733
TOTAL 43166.350000 -1709.230000 -7.59824% 44875.578016

Updated:¶

'2023-06-22 13:31:08.256846'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶